5 ms·
The industry is doing the vast majority of its HFT development in C++ or Java. Data analysis is mostly done using Python although I still see a lot of R. If yo
by SeanDav 14y ago
The industry is doing the vast majority of its HFT development in C++ or Java. Data analysis is mostly done using Python although I still see a lot of R.
If you are doing this to break into the industry, I suspect the languages you used should have been the above. Also the above languages would probably have been better to attract open source developers who are also hoping to use their code and experience from this project to break into the industry.
- zygomega 14y agoI've been in the industry for too long (though not in low-latency) - I'm doing this to break out of the industry! And I think the finance game is long overdue for a good disruptive technologic event (not implying my humble project is it). R is a personal choice for data analytics (I love ggplot2). But the haskell thing is more than that. It's been done before (http://www.starling-software.com/misc/icfp-2009-cjs.pdf http://www.starling-software.com/misc/icfp-2009-cjs.pdf) and even goldman's has a thriving erlang/OCaml hacker ethic (http://www.zerohedge.com/article/aleynikov-code-dump-uncovered http://www.zerohedge.com/article/aleynikov-code-dump-uncover...).
- fnordfnordfnord 14y agoHe didn't really mean HFT. At least I don't think he did.